Related papers: On weak convergence of quasi-infinitely divisible …

We study a new class of so-called rational-infinitely (or quasi-infinitely) divisible probability laws on the real line. The characteristic functions of these distributions are ratios of the characteristic functions of classical infinitely…

We consider arbitrary discrete probability laws on the real line. We obtain a criterion of their belonging to a new class of quasi-infinitely divisible laws, which is a wide natural extension of the class of well known infinitely divisible…

We consider discrete probability laws on the real line, whose characteristic functions are separated from zero. In particular, this class includes arbitrary discrete infinitely divisible laws and lattice probability laws, whose…

A quasi-infinitely divisible distribution on $\mathbb{R}$ is a probability distribution whose characteristic function allows a L\'evy-Khintchine type representation with a "signed L\'evy measure", rather than a L\'evy measure.…

A quasi-infinitely divisible distribution on $\mathbb{R}^d$ is a probability distribution $\mu$ on $\mathbb{R}^d$ whose characteristic function can be written as the quotient of the characteristic functions of two infinitely divisible…

This study focuses on statistical inference for the class of quasi-infinitely divisible (QID) distributions, which was recently introduced by Lindner, Pan and Sato (2018). The paper presents a Fourier approach, based on the analogue of the…

The celebrated L\'evy--Khintchine theorem is a fundamental limiting law that describes the growth rate of the denominators of the convergents in the continued fraction expansion of a Lebesgue-typical real number. In a recent breakthrough,…

A probability distribution $\mu$ on $\mathbb{R}^d$ is quasi-infinitely divisible if its characteristic function has the representation $\widehat{\mu} = \widehat{\mu_1}/\widehat{\mu_2}$ with infinitely divisible distributions $\mu_1$ and…

An infinitely divisible distribution on $\mathbb{R}$ is a probability measure $\mu$ such that the characteristic function $\hat{\mu}$ has a L\'{e}vy-Khintchine representation with characteristic triplet $(a,\gamma, \nu)$, where $\nu$ is a…

We present a result on topologically equivalent integral metrics (Rachev, 1991, Muller, 1997) that metrize weak convergence of laws with common marginals. This result is relevant for applications, as shown in a few simple examples.

A random vector ${\bf X}$ is weakly stable iff for all $a,b \in \mathbb{R}$ there exists a random variable $\Theta$ such that $a{\bf X} + b {\bf X}' \stackrel{d}{=} {\bf X} \Theta$, where $X'$ is an independent copy of $X$ and $\Theta$ is…

We consider a new class $\boldsymbol{Q}$ of distribution functions $F$ that have the property of rational-infinite divisibility: there exist some infinitely divisible distribution functions $F_1$ and $F_2$ such that $F_1=F*F_2$. A…

We consider distributions on $\mathbb{R}$ that can be written as the sum of a non-zero discrete distribution and an absolutely continuous distribution. We show that such a distribution is quasi-infinitely divisible if and only if its…

Renyi's "thinning" operation on a discrete random variable is a natural discrete analog of the scaling operation for continuous random variables. The properties of thinning are investigated in an information-theoretic context, especially in…

In this article, we give some reviews concerning negative probabilities model and quasi-infinitely divisible at the beginning. We next extend Feller's characterization of discrete infinitely divisible distributions to signed discrete…

The paper is concerned with the weak convergence of $n$-particle processes to deterministic stationary paths as $n\to\infty$. A Mosco type convergence of a class of bilinear forms is introduced. The Mosco type convergence of bilinear forms…

In \cite{Elek} we proved that the limit of a weakly convergent sequence of finite graphs can be viewed as a graphing or a continuous field of infinite graphs. Thus one can associate a type $II_1$-von Neumann algebra to such graph sequences.…

We consider a new class $\boldsymbol{Q}$ of distribution functions $F$ that have the property of rational-infinite divisibility: there exist some infinitely divisible distribution functions $F_1$ and $F_2$ such that $F_1=F*F_2$. A…

Inspired by the notion of quasi-infinite divisibility (QID), we introduce and study the class of freely quasi-infinitely divisible (FQID) distributions on $\mathbb{R}$, i.e. distributions which admit the free L\'{e}vy-Khintchine-type…

We study the weak universality of the two-dimensional fractional nonlinear wave equation. For a sequence of Hamiltonians of high-degree potentials scaling to the fractional $\Phi_2^4$, we first establish a \emph{sufficient and almost…